| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3378 % | 2,438.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3378 % | 4,474.1 |
| Floater | 3.42 % | 3.53 % | 57,109 | 18.46 | 4 | -0.3378 % | 2,578.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0774 % | 3,693.1 |
| SplitShare | 4.78 % | 3.90 % | 35,829 | 3.55 | 8 | -0.0774 % | 4,410.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0774 % | 3,441.1 |
| Perpetual-Premium | 5.28 % | -6.66 % | 70,084 | 0.09 | 23 | 0.0597 % | 3,261.5 |
| Perpetual-Discount | 4.90 % | 4.95 % | 85,307 | 15.58 | 11 | 0.0600 % | 3,767.5 |
| FixedReset Disc | 4.36 % | 3.78 % | 183,098 | 17.59 | 48 | 0.2824 % | 2,657.3 |
| Insurance Straight | 4.97 % | 4.62 % | 94,178 | 3.96 | 22 | -0.0561 % | 3,659.8 |
| FloatingReset | 2.83 % | 3.16 % | 71,536 | 19.34 | 2 | 0.1301 % | 2,479.3 |
| FixedReset Prem | 5.00 % | 3.76 % | 236,116 | 1.09 | 30 | 0.0458 % | 2,727.8 |
| FixedReset Bank Non | 1.80 % | 2.16 % | 169,338 | 0.79 | 1 | 0.1601 % | 2,895.4 |
| FixedReset Ins Non | 4.37 % | 3.79 % | 146,857 | 17.50 | 22 | 0.2717 % | 2,818.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 3.59 % |
| BAM.PR.B | Floater | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 3.53 % |
| BNS.PR.I | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 23.29 Evaluated at bid price : 24.65 Bid-YTW : 3.54 % |
| MFC.PR.J | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 23.62 Evaluated at bid price : 23.95 Bid-YTW : 3.85 % |
| IFC.PR.A | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 3.75 % |
| MFC.PR.K | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 22.15 Evaluated at bid price : 22.46 Bid-YTW : 3.71 % |
| IFC.PR.I | Perpetual-Premium | 1.60 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.72 Bid-YTW : 4.43 % |
| MFC.PR.L | FixedReset Ins Non | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 21.69 Evaluated at bid price : 21.94 Bid-YTW : 3.68 % |
| RY.PR.J | FixedReset Disc | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 22.84 Evaluated at bid price : 24.00 Bid-YTW : 3.70 % |
| TRP.PR.C | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 14.31 Evaluated at bid price : 14.31 Bid-YTW : 4.14 % |
| TRP.PR.B | FixedReset Disc | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 13.24 Evaluated at bid price : 13.24 Bid-YTW : 4.04 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.A | Insurance Straight | 79,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 24.82 Evaluated at bid price : 25.04 Bid-YTW : 4.77 % |
| IAF.PR.G | FixedReset Ins Non | 77,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 23.75 Evaluated at bid price : 24.21 Bid-YTW : 3.93 % |
| NA.PR.C | FixedReset Prem | 53,519 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 3.31 % |
| BAM.PR.M | Perpetual-Discount | 52,574 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 5.00 % |
| RY.PR.H | FixedReset Disc | 42,715 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 22.42 Evaluated at bid price : 23.04 Bid-YTW : 3.56 % |
| MFC.PR.G | FixedReset Ins Non | 39,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-14 Maturity Price : 24.10 Evaluated at bid price : 24.65 Bid-YTW : 3.91 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.D | Perpetual-Premium | Quote: 25.28 – 26.26 Spot Rate : 0.9800 Average : 0.6230 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 25.67 – 26.50 Spot Rate : 0.8300 Average : 0.4912 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 26.00 – 27.00 Spot Rate : 1.0000 Average : 0.7246 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 15.00 – 15.90 Spot Rate : 0.9000 Average : 0.6581 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 22.31 – 22.90 Spot Rate : 0.5900 Average : 0.4264 YTW SCENARIO |
| ELF.PR.G | Perpetual-Discount | Quote: 24.19 – 24.65 Spot Rate : 0.4600 Average : 0.3340 YTW SCENARIO |